Fractiz
Preset
Classic Z=2 Both Sides
Enter when the CL/NG ratio crosses 2 stdev from a 60-day rolling mean; exit when it returns to 0.5 stdev. Two-sided.
Family: CL / NG Energy Pair
Parameters
- Lookback (days)
- 60
- Entry z-score (absolute)
- 2
- Exit z-score (absolute)
- 0.5
- Side
- Both sides
- CL contracts per trade
- 1
- NG contracts per trade
- 2
These parameters pre-fill the New Backtest form. You can adjust the contract, date range, and initial capital before submitting.
Run this backtest →